Sorry, I issue that command from the shell in unix to make a link. I'm not sure how to make a link in the Windows world, but I understand there are tools that make real soft links in NTFS.
A link is an entry in a directory that is really a pointer to another file. So after creating a php script named test.php, I did the 'ln -s test.php test.phps' in the shell in the same directory, and 'ls -l' shows this output:
ls -l
total 1
-rw-r--r-- 1 smarlowe smarlowe 20 Mar 26 15:11 test.php
lrwxrwxrwx 1 smarlowe smarlowe 8 Mar 26 15:11 test.phps -> test.php
See the -> up there, that shows me that this file isn't real, but points to another file. Using the -s switch makes it a symbolic link, which can work across volumes if needs be, and are easier to spot than so called "hard" links, which are two directory entries pointing to the exact same file on the hard drive, and they both look like the "master" entry.
Deleting a link, hard or symbolic, will not delete the original file (except for a hard link that is the last entry anywhere referring to that file.)